Abstract

We consider an online prediction problem of combinatorial concepts where each combinatorial concept is represented as a vertex of a polyhedron described by a submodular function (base polyhedron). In general, there are exponentially many vertices in the base polyhedron. We propose polynomial time algorithms with regret bounds. In particular, for cardinality-based submodular functions, we give O(n2)-time algorithms.

Freund, Y., Schapire, R.E.: A Decision-Theoretic Generalization of On-Line Learning and an Application to Boosting. Journal of Computer and System Sciences 55(1), 119–139 (1997)MathSciNetzbMATHCrossRefGoogle Scholar